Banca de DEFESA: FRANKLIN DIEGO DE LIMA RODRIGUES

Uma banca de DEFESA de MESTRADO foi cadastrada pelo programa.
STUDENT : FRANKLIN DIEGO DE LIMA RODRIGUES
DATE: 31/03/2023
TIME: 14:00
LOCAL: ambiente virtual
TITLE:
Sequence segmentation in Markov Chain using penalized maximum likelihood

KEY WORDS:
Change point detection; Kullback-Leibler divergence; Strong consistency

PAGES: 42
BIG AREA: Ciências Exatas e da Terra
AREA: Matemática
SUMMARY:
The sequence segmentation problem has the objective of partitioning a sequence or a set
or a set of them into a finite number of distinct segments as homogeneous as possible. as
possible. In this paper, we consider the problem of segmenting a set of random sequences,
with values in a finite alphabet E, into a finite number of independent blocks. independent
blocks. Under the assumption that the data follows a Markov chain, the problem consists
in estimating the number and position of independence (or change) points. To this end,
we propose to use the penalized maximum likelihood criterion with the objective to
simultaneously infer the number and position of change points. The main result of our
work is the demonstration of the theorem that guarantees the strong consistency of the
consistency of the set of cut-off point estimators for a sufficiently large number of samples
sufficiently large.

COMMITTEE MEMBERS:
Externo à Instituição - ANDRESSA CERQUEIRA - UFSCAR
Interno - 2354162 - BRUNO MONTE DE CASTRO
Interno - 3010614 - ELIARDO GUIMARAES DA COSTA
Presidente - 2612836 - FRANCISCO MOISES CANDIDO DE MEDEIROS
Notícia cadastrada em: 21/03/2023 23:24
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